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Search: person:"Sandmann, Klaus"
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Sandmann, Klaus
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1
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
2
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
-
1995
Persistent link: https://www.econbiz.de/10000922816
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3
European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10000886167
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4
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
5
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
7
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
8
The direct approach to dept option pricing
Rady, Sven
;
Sandmann, Klaus
-
1993
-
Rev. version 1993
Persistent link: https://www.econbiz.de/10000348454
Saved in:
9
Down-and-out Call : Bewertungstheorie, numerische Verfahren und Simulationsstudie
Reimer, Matthias
-
1993
Persistent link: https://www.econbiz.de/10000374349
Saved in:
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